语言·命运·历史——论吉本《苏格兰的书》

苏格兰小说家吉本最著名的作品是其三部曲《苏格兰的书》。这部小说在语言的运用上独具特色 ,对女主人公命运的关注显示出这位男性作家超前的女性主义意识。而小说的叙述结构所蕴含的历史观则是进步和乐观的     

LOG-PERIODOGRAM ESTIMATION OF LONG MEMORY VOLATILITY DEPENDENCIES WITH CONDITIONALLY HEAVY TAILED RETURNS

Many recent papers have used semiparametric methods, especially the log-periodogram regression, to detect and estimate long memory in the volatility of asset returns. In these papers, the volatility is proxied by measures such as squared, log-squared, and absolute returns. While the evidence for the existence of long memory is strong using any of these measures, the actual long memory parameter estimates can be sensitive to which measure is used. In Monte-Carlo simulations, I find that if the data is conditionally leptokurtic, the log-periodogram regression estimator using squared returns has a large downward bias, which is avoided by using other volatility measures. In United States stock return data, I find that squared returns give much lower estimates of the long memory parameter than the alternative volatility measures, which is consistent with the simulation results. I conclude that researchers should avoid using the squared returns in the semiparametric estimation of long memory volatility dependencies.     

实用电源变压器检测台

该电路设计简单、构思新颖 ,适合小批量测试小型电源变压器的空载电流、额定电流及次级空载电压、满载电压、负载电流等参数     

试析国债二级市场的流动性建设问题

国债流通市场 ,又称二级市场 ,与国债一级市场互为依存。二级市场的流动性强弱在一定程度上制约着国债一级市场的增发空间。长期以来 ,我国国债二级市场的发展滞后于一级市场 ,市场分割的存在致使二级市场表现为流动性不足。本文对此问题进行了考察 ,并提出了相应的对策。     

Wilcoxon–Mann–Whitney test for stratified samples and Efron's paradox dice

Two-treatment multi-center clinical trials are the most common type of clinical trials in practice. The aim of this paper is to discuss a curious property of certain standard nonparametric procedures used in the analysis of such clinical trials. Different analyses of a simulated data example are presented, which lead to contrasting and surprising results. The source of the potentially misleading outcome is then explored while relating the simulated data with the concept of Efron's paradox dice and the notion of nontransitivity. With the root of the problem established, an alternate nonparametric method from the literature is shown to address the problem. Finally, pointing out an interpretational concern of using the alternate procedure, a modification to this procedure is also suggested and corresponding theoretical results are presented.     

Two-stage Huber estimation

In this paper we propose a new robust estimator in the context of two-stage estimation methods directed towards the correction of endogeneity problems in linear models. Our estimator is a combination of Huber estimators for each of the two stages, with scale corrections implemented using preliminary median absolute deviation estimators. In this way we obtain a two-stage estimation procedure that is an interesting compromise between concerns of simplicity of calculation, robustness and efficiency. This method compares well with other possible estimators such as two-stage least-squares (2SLS) and two-stage least-absolute-deviations (2SLAD), asymptotically and in finite samples. It is notably interesting to deal with contamination affecting more heavily the distribution tails than a few outliers and not losing as much efficiency as other popular estimators in that case, e.g. under normality. An additional originality resides in the fact that we deal with random regressors and asymmetric errors, which is not often the case in the literature on robust estimators.     

Generalized Laplacian approximations in Bayesian inference

This paper presents a new Laplacian approximation to the posterior density of η = g(θ). It has a simpler analytical form than that described by Leonard et al. (1989). The approximation derived by Leonard et al. requires a conditional information matrix R_η to be positive definite for every fixed η. However, in many cases, not all R_η are positive definite. In such cases, the computations of their approximations fail, since the approximation cannot be normalized. However, the new approximation may be modified so that the corresponding conditional information matrix can be made positive definite for every fixed η. In addition, a Bayesian procedure for contingency-table model checking is provided. An example of cross-classification between the educational level of a wife and fertility-planning status of couples is used for explanation. Various Laplacian approximations are computed and compared in this example and in an example of public school expenditures in the context of Bayesian analysis of the multiparameter Fisher-Behrens problem.     

创新办学模式 激活办学潜力——关于福建省侨兴轻工学校教育改革的探索和实践

中职教育,由于受计划经济体制的制约和传统教育思想的束缚,长期以来,存在着重书本知识轻实践技能的弊端,是一种以教师为中心的典型模式。我校围绕“以服务为宗旨,以就业为导向,面向市场和社会办学”的指导思想,顺应形势的发展进行了积极的探索和实践,加快了中职教育教学的改革步伐,促进了学校发展。     

Generalized quasi-likelihood

The quasi-score function, as defined by Wedderburn (1974) and McCullagh (1983) and so on, is a linear function of observations. The generalized quasi-score function introduced in this paper is a linear function of some unbiased basis functions, where the unbiased basis functions may be some linear functions of the observations or not, and can be easily constructed by the meaning of the parameters such as mean and median and so on. The generalized quasi-likelihood estimate obtained by such a generalized quasi-score function is consistent and has an asymptotically normal distribution. As a result, the optimum generalized quasi-score is obtained and a method to construct the optimum unbiased basis function is introduced. In order to construct the potential function, a conservative generalized estimating function is defined. By conservative, a potential function for the projected score has many properties of a log-likelihood function. Finally, some examples are given to illustrate the theoretical results. This paper is supported by NNSF project (10371059) of China and Youth Teacher Foundation of Nankai University.     

The analysis of incomplete data using stochastic covariates

In the development of many diseases there are often associated random variables which continuously reflect the progress of a subject towards the final expression of the disease (failure). At any given time these processes, which we call stochastic covariates, may provide information about the current hazard and the remaining time to failure. Likewise, in situations when the specific times of key prior events are not known, such as the time of onset of an occult tumour or the time of infection with HIV-1, it may be possible to identify a stochastic covariate which reveals, indirectly, when the event of interest occurred. The analysis of carcinogenicity trials which involve occult tumours is usually based on the time of death or sacrifice and an indicator of tumour presence for each animal in the experiment. However, the size of an occult tumour observed at the endpoint represents data concerning tumour development which may convey additional information concerning both the tumour incidence rate and the rate of death to which tumour-bearing animals are subject. We develop a stochastic model for tumour growth and suggest different ways in which the effect of this growth on the hazard of failure might be modelled. Using a combined model for tumour growth and additive competing risks of death, we show that if this tumour size information is used, assumptions concerning tumour lethality, the context of observation or multiple sacrifice times are no longer necessary in order to estimate the tumour incidence rate. Parametric estimation based on the method of maximum likelihood is outlined and is applied to simulated data from the combined model. The results of this limited study confirm that use of the stochastic covariate tumour size results in more precise estimation of the incidence rate for occult tumours.